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You are asked to estimate the worst possible future daily stock rate of return on Abbott Laboratories (ABT) https://www.abbott.com using the Value at Risk (VaR)
You are asked to estimate the worst possible future daily stock rate of return on Abbott Laboratories (ABT) https://www.abbott.com using the Value at Risk (VaR) methodology. Conduct VaR analysis on daily rates of return information on Abbott Laboratories spanning the period January 1, 2017 through December 31, 2019 with alternating confidence levels of 95% and 99%. Show your excel analysis and discuss the reliability/validity of your estimates in light of the observed distribution of the stock's rate of return.
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